+16.0%
PLUG vs PEG
+147.2%
-131.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.7% | +8.1% | +7.7% |
| 7D | +5.8% | -2.3% | +8.1% | +6.9% |
| 30D | -18.5% | +1.2% | -19.8% | -19.2% |
| 3M | -30.0% | -2.4% | -27.6% | -29.4% |
| 6M | -56.2% | -6.9% | -49.3% | -55.0% |
| YTD | -26.4% | -7.2% | -19.2% | -24.9% |
| 1Y | -42.2% | -8.9% | -33.4% | -40.4% |
| 3Y | -76.8% | +27.1% | -104.0% | -80.8% |
| 5Y | -96.2% | +33.8% | -130.0% | -96.9% |
| All | +16.0% | +147.2% | -131.2% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling